Those are concerns; the dust/sand issue could be mitigated by putting the farm on the west end of the Sahara and planning ahead for track-mounted machines that use compressed air to blast the panels clean but there's still transmission of power to deal with....considering that the average high-voltage line is around four inches thick, it'd definitely take a fairly hefty cable to carry the load across oceans/continents. Totally doable, though.
Oh, also, 115.6K square miles is only slightly larger than Arizona so if Morocco, Mauritania, Algeria and Mali could come to some sort of amicable agreement, concerning their four-corners-ish border area....
THERE'S ENOUGH SAND IN THE SAHARA DESERT
TO BLANKET ALL 3.5M SQUARE MILES OF IT WITH
SOLAR PANELS; AND IT WOULD ONLY TAKE 115.6K SQUARE MILES OF IT TO POWER THE WHOLE WORLD